缺失数据下局部估计的弱相合性和渐近正态性

Weak consistency and asymptotic normality of the local linear estimator under missing response data

在缺失响应变量的不完全数据下,对非参数回归模型进行研究.利用局部线性回归方法,给出了回归函数m(x)的估计,并给出了条件偏差和条件渐近方差,证明了缺失数据下局部估计具有渐近正态性和弱相合性.

The nonparametric regressive function under missing response data is studied. Local linear re- gression approach is applied to give a estimation of the regressive function m（x）. Furthermore, the con- ditional bias and conditional variance are obtained and the asymptotic normality and weank consistency of the local linear estimator under missing response data are proved.